Nikkei Stock Average Volatility Index

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	param	t-stat
$m$	21
$α$	0.3599	17.03
$β$	0.3523	15.35
$γ$	-0.0479	-1.48
$λ_{1}$	0.0269	2.18
$λ_{2}$	0.0332	3.68
$λ_{3}$	0.9617	112.12

V-Lab

Aozora Bank Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:30.67% (+4.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aozora Bank Ltd Analyses